May Bank Participation Report Options

IN CONTRACTS-NOT DELTA ADJUSTED

 

REPORT DATE: 5/3/2016

COMMODITY

BANK TYPE

BANK COUNT

LONG CALLS

%

SHORT CALLS

%

CALL O.I.

LONG PUTS

%

SHORT PUTS

%

PUT O.I.

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

 

2,065

4.0

790

1.5

51,700

340

1.4

100

0.4

24,413

NON U.S.

 

4,670

9.0

5,631

10.9

 

1,300

5.3

705

2.9

 
 

6

6,735

13.0

6,421

12.4

1,640

6.7

805

3.3

 

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

343,039

9.8

307,032

8.8

3,497,329

156,746

6.4

145,504

5.9

2,447,238

NON U.S.

 

62,045

1.8

87,468

2.5

 

43,906

1.8

31,656

1.3

 
 

9

405,084

11.6

394,500

11.3

200,652

8.2

177,160

7.2

 

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

 

132,075

7.4

136,168

7.7

1,773,580

61,475

5.9

36,895

3.6

1,033,278

NON U.S.

 

71,232

4.0

131,441

7.4

 

38,806

3.8

39,837

3.9

 
 

11

203,307

11.5

267,609

15.1

100,281

9.7

76,732

7.4

 

NYME NAT GAS OPT ON CALENDAR STRIP

U.S.

 

1,100

12.8

700

8.1

8,606

1,440

25.8

400

7.2

5,580

NON U.S.

 

800

9.3

2,908

33.8

 

0

0.0

2,020

36.2

 
 

9

1,900

22.1

3,608

41.9

1,440

25.8

2,420

43.4

 

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

6

26,721

2.4

69,642

6.1

1,133,055

34,046

2.9

72,294

6.1

1,182,918

NON U.S.

10

20,825

1.8

65,530

5.8

 

81,995

6.9

25,920

2.2

 
 

16

47,546

4.2

135,172

11.9

116,041

9.8

98,214

8.3

 

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

 

7,367

4.0

3,000

1.6

185,335

10,403

1.7

10,650

1.7

613,600

NON U.S.

 

825

0.4

2,000

1.1

 

11,600

1.9

2,000

0.3

 
 

8

8,192

4.4

5,000

2.7

22,003

3.6

12,650

2.1

 

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

60,959

14.3

46,770

10.9

427,307

28,430

10.1

23,413

8.3

281,638

NON U.S.

 

15,785

3.7

14,315

3.4

 

12,375

4.4

5,600

2.0

 
 

13

76,744

18.0

61,085

14.3

40,805

14.5

29,013

10.3

 

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

6,191

26.1

6,931

29.2

23,711

6,325

24.6

6,530

25.4

25,705

NON U.S.

 

1,650

7.0

3,290

13.9

 

1,400

5.4

1,560

6.1

 
 

10

7,841

33.1

10,221

43.1

7,725

30.1

8,090

31.5

 

NYME CRUDE OIL, LIGHT SWEET

U.S.

 

132,073

7.1

149,352

8.1

1,852,509

69,649

5.7

65,872

5.4

1,231,142

NON U.S.

 

108,573

5.9

153,050

8.3

 

90,262

7.3

50,748

4.1

 
 

19

240,646

13.0

302,402

16.3

159,911

13.0

116,620

9.5

 

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

 

26,891

14.3

23,448

12.5

187,881

12,460

10.6

14,452

12.2

118,065

NON U.S.

 

19,351

10.3

44,772

23.8

 

24,010

20.3

18,375

15.6

 
 

9

46,242

24.6

68,220

36.3

36,470

30.9

32,827

27.8

 

NYME BRENT AVG PRICE OPTIONS

U.S.

 

1,705

6.3

2,451

9.0

27,266

2,104

10.2

3,116

15.2

20,562

NON U.S.

 

6,990

25.6

6,790

24.9

 

4,138

20.1

4,337

21.1

 
 

9

8,695

31.9

9,241

33.9

6,242

30.4

7,453

36.2

 

ICUS COFFEE C

NON U.S.

 

200

0.2

160

0.2

97,909

4

0.00

240

0.4

63,517

 

5

200

0.2

160

0.2

4

0.00

240

0.4

 

CMX SILVER

U.S.

 

5,619

6.0

6,181

6.6

93,632

799

1.9

1,100

2.7

41,176

NON U.S.

 

4,836

5.2

11,990

12.8

 

3,469

8.4

2,684

6.5

 
 

10

10,455

11.2

18,171

19.4

4,268

10.4

3,784

9.2

 

CMX GOLD

U.S.

 

37,697

4.6

47,390

5.8

816,797

12,489

3.5

7,348

2.0

359,847

NON U.S.

 

68,317

8.4

92,012

11.3

 

29,204

8.1

35,711

9.9

 
 

16

106,014

13.0

139,402

17.1

41,693

11.6

43,059

12.0

 

CME JAPANESE YEN

U.S.

 

752

1.0

1,928

2.6

74,930

900

1.0

1,883

2.2

86,139

NON U.S.

 

4,009

5.4

490

0.7

 

3,700

4.3

117

0.1

 
 

5

4,761

6.4

2,418

3.2

4,600

5.3

2,000

2.3

 

CME 3-MONTH EURODOLLARS

U.S.

7

275,838

1.8

204,928

1.3

15,230,656

447,973

2.0

190,107

0.9

22,059,041

NON U.S.

27

698,788

4.6

249,075

1.6

 

927,008

4.2

318,068

1.4

 
 

34

974,626

6.4

454,003

3.0

1,374,981

6.2

508,175

2.3

 

CME E-MINI S&P 500 STOCK INDEX

U.S.

 

0

0.0

0

0.0

1,740,207

39

0.00

0

0.0

2,690,182

NON U.S.

 

13,440

0.8

7,534

0.4

 

4,728

0.2

9,968

0.4

 
 

7

13,440

0.8

7,534

0.4

4,767

0.2

9,968

0.4